Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43697.99 Day 5 1764.12 30-90 Days L-9 535.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84192.83 Day 5 3158.92 Open LC-1 10791.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95245.97 Day 5 11632.85 Open LC-2 15338.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1763.62 Day 5 21.15 <30 Days N-1 215.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4425.74 Day 5 24.77 91-180 Days N-2 3.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33468.45 Day 5 2394.32 91-180 Days N-3 2513.68 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15781.44 Day 5 2135.87 Open N-4 227.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23401.55 Day 5 456.07 30-90 Days N-5 1922.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51909.65 Day 5 3428.22 30-90 Days N-6 3828.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82528.71 Day 5 363.57 30-90 Days N-7 1095.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98518.08 Day 5 900.40 Open P-1 13237.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63075.64 Day 5 5332.69 Open P-2 2585.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54326.88 Day 5 6101.30 <30 Days S-8 2520.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47659.56 Day 5 5371.07 91-180 Days Y-1 2400.49 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36583.18 Day 5 3593.05 <30 Days Y-2 224.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75652.46 Day 5 9260.76 Open Y-3 4500.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 12781.04 Day 5 1415.17 91-180 Days Y-4 772.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72099.28 Day 5 5386.86 <30 Days Z-1 11984.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80297.20 Day 5 2106.91 30-90 Days A-2 229.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99879.71 Day 5 11069.39 <30 Days A-3 15032.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58873.03 Day 5 1201.28 91-180 Days A-4 9151.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48656.78 Day 5 5068.06 91-180 Days A-5 9201.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28051.29 Day 5 1261.74 <30 Days CB-1 852.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94729.79 Day 5 12333.99 30-90 Days CB-2 13428.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26774.60 Day 5 289.04 <30 Days CB-3 2241.90 No Operations